CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 0.8490 0.8590 0.0100 1.2% 0.8505
High 0.8604 0.8600 -0.0004 0.0% 0.8658
Low 0.8481 0.8577 0.0096 1.1% 0.8469
Close 0.8580 0.8594 0.0014 0.2% 0.8540
Range 0.0123 0.0023 -0.0100 -81.3% 0.0189
ATR
Volume 41 55 14 34.1% 295
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.8659 0.8650 0.8607
R3 0.8636 0.8627 0.8600
R2 0.8613 0.8613 0.8598
R1 0.8604 0.8604 0.8596 0.8609
PP 0.8590 0.8590 0.8590 0.8593
S1 0.8581 0.8581 0.8592 0.8586
S2 0.8567 0.8567 0.8590
S3 0.8544 0.8558 0.8588
S4 0.8521 0.8535 0.8581
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9123 0.9020 0.8644
R3 0.8934 0.8831 0.8592
R2 0.8745 0.8745 0.8575
R1 0.8642 0.8642 0.8557 0.8694
PP 0.8556 0.8556 0.8556 0.8581
S1 0.8453 0.8453 0.8523 0.8505
S2 0.8367 0.8367 0.8505
S3 0.8178 0.8264 0.8488
S4 0.7989 0.8075 0.8436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8658 0.8481 0.0177 2.1% 0.0082 1.0% 64% False False 59
10 0.8658 0.8469 0.0189 2.2% 0.0071 0.8% 66% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8698
2.618 0.8660
1.618 0.8637
1.000 0.8623
0.618 0.8614
HIGH 0.8600
0.618 0.8591
0.500 0.8589
0.382 0.8586
LOW 0.8577
0.618 0.8563
1.000 0.8554
1.618 0.8540
2.618 0.8517
4.250 0.8479
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 0.8592 0.8577
PP 0.8590 0.8560
S1 0.8589 0.8543

These figures are updated between 7pm and 10pm EST after a trading day.

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